market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16/05/2024 0.05% 22.11 CHF 22.12 CHF 250,000 250,000 249,791 249,791 5,498,460 CHF 5,500,960 CHF 100.00% 100.00%
15/05/2024 0.05% 21.84 CHF 21.85 CHF 250,000 250,000 249,517 249,517 5,376,620 CHF 5,379,120 CHF 99.90% 99.90%
14/05/2024 0.05% 21.34 CHF 21.35 CHF 250,000 250,000 249,953 249,953 5,326,210 CHF 5,328,710 CHF 99.72% 99.72%
13/05/2024 0.05% 21.33 CHF 21.34 CHF 250,000 250,000 250,000 250,000 5,338,870 CHF 5,341,370 CHF 100.00% 100.00%
10/05/2024 0.05% 21.25 CHF 21.26 CHF 250,000 250,000 250,000 250,000 5,341,150 CHF 5,343,650 CHF 99.99% 99.99%
08/05/2024 0.05% 21.01 CHF 21.02 CHF 250,000 250,000 249,956 249,956 5,243,000 CHF 5,245,500 CHF 99.67% 99.67%
07/05/2024 0.05% 21.06 CHF 21.07 CHF 250,000 250,000 249,870 249,870 5,240,170 CHF 5,242,670 CHF 99.72% 99.72%
06/05/2024 0.05% 20.68 CHF 20.69 CHF 250,000 250,000 250,000 250,000 5,146,620 CHF 5,149,120 CHF 100.00% 100.00%
03/05/2024 0.05% 20.20 CHF 20.21 CHF 250,000 250,000 250,000 250,000 5,038,460 CHF 5,040,960 CHF 99.58% 99.58%
02/05/2024 0.05% 19.86 CHF 19.87 CHF 250,000 250,000 250,000 250,000 4,964,630 CHF 4,967,130 CHF 99.55% 99.55%

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